nautilus_adapters::tardis::machine::message

Struct BookChangeMsg

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pub struct BookChangeMsg {
    pub symbol: String,
    pub exchange: Exchange,
    pub is_snapshot: bool,
    pub bids: Vec<BookLevel>,
    pub asks: Vec<BookLevel>,
    pub timestamp: DateTime<Utc>,
    pub local_timestamp: DateTime<Utc>,
}
Expand description

Represents a Tardis WebSocket message for book changes.

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§symbol: String

The symbol as provided by the exchange.

§exchange: Exchange

The exchange ID.

§is_snapshot: bool

Indicates whether this is an initial order book snapshot.

§bids: Vec<BookLevel>

Updated bids, with price and amount levels.

§asks: Vec<BookLevel>

Updated asks, with price and amount levels.

§timestamp: DateTime<Utc>

The order book update timestamp provided by the exchange (ISO 8601 format).

§local_timestamp: DateTime<Utc>

The local timestamp when the message was received.

Trait Implementations§

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impl Clone for BookChangeMsg

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fn clone(&self) -> BookChangeMsg

Returns a copy of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BookChangeMsg

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for BookChangeMsg

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for BookChangeMsg

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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